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~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Journal of economics & business"
~language:"eng"
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Discussion paper / Center for Economic Research, Tilburg University
Journal of economics & business
International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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VOLATILITY AND TIME SERIES ECONOMETRICS: ESSAYS IN HONOR OF ROBERT ENGLE, Tim Bollerslev, Jeffrey R. Russell, Mark W. Watson, eds., Chapter 11, pp. 213-230, Oxford University Press, January 2010
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Efficiency comparisons of maximum likelihood-based estimators in GARCH models
González-Rivera, Gloria
;
Drost, Feike C.
-
1998
Persistent link: https://www.econbiz.de/10000997535
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Dynamic asset pricing and statistical properties of risk
González-Rivera, Gloria
- In:
Journal of economics & business
50
(
1998
)
5
,
pp. 461-470
Persistent link: https://www.econbiz.de/10001252971
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